Use the information for questions 7,8 and 9 below. (Please use a copy of the Cumulative Probabilities for the standard normal distribution for these problems.) THT's stock has a volatility of 25% and a current stock price of $40 per share. THT pays no dividends. The risk-free interest rate is 4%. 7. What is the Black-Scholes value of a one-year, at-the-money call option on THT's stock? 8. What is the Black-Scholes value of a one-year, at-the-money put option on THT's stock? 9. What is the Black-Scholes value of a one-year European put option on THT's stock with a strike price of $50 ? Use the information for questions 7,8 and 9 below. (Please use a copy of the Cumulative Probabilities for the standard normal distribution for these problems.) THT's stock has a volatility of 25% and a current stock price of $40 per share. THT pays no dividends. The risk-free interest rate is 4%. 7. What is the Black-Scholes value of a one-year, at-the-money call option on THT's stock? 8. What is the Black-Scholes value of a one-year, at-the-money put option on THT's stock? 9. What is the Black-Scholes value of a one-year European put option on THT's stock with a strike price of $50